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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
MPRA Paper
1,270
NBER working paper series
599
European journal of operational research : EJOR
594
Journal of banking & finance
575
Working Paper
516
Working paper / National Bureau of Economic Research, Inc.
471
NBER Working Papers
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Insurance / Mathematics & economics
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Research paper series / Swiss Finance Institute
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Finance research letters
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ECB Working Paper
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IZA Discussion Papers
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CEPR Discussion Papers
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CESifo Working Paper
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Discussion paper / Tinbergen Institute
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CESifo working papers
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International review of financial analysis
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Swiss Finance Institute Research Paper
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Journal of financial economics
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Journal of economic dynamics & control
257
The journal of asset management
256
The journal of portfolio management : a publication of Institutional Investor
253
Tinbergen Institute Discussion Papers
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Management science : journal of the Institute for Operations Research and the Management Sciences
235
Tinbergen Institute Discussion Paper
232
The journal of finance : the journal of the American Finance Association
230
International journal of theoretical and applied finance
224
Journal of risk and financial management : JRFM
213
Discussion paper / Centre for Economic Policy Research
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Discussion paper series / IZA
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Working paper
208
Applied economics
206
Journal of Banking & Finance
205
Finance and stochastics
203
Journal of empirical finance
203
Economics Papers from University Paris Dauphine
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CESifo Working Paper Series
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199
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ECONIS (ZBW)
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Robust utility maximization in nondominated models with 2BSDE : the uncertain volatility model
Matoussi, Anis
;
Possamaï, Dylan
;
Zhou, Chao
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 258-287
Persistent link: https://www.econbiz.de/10011350647
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2
An online portfolio selection algorithm with regret logarithmic in price variation
Hazan, Elad
;
Kale, Satyen
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 288-310
Persistent link: https://www.econbiz.de/10011350635
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3
Behavioral portfolio selection : asymptotics and stability along a sequence of models
Reichlin, Christian
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10011550130
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4
Sensitivity analysis of nonlinear behavior with distorted probability
Cao, Xi-Ren
;
Wan, Xiangwei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 115-150
Persistent link: https://www.econbiz.de/10011739450
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5
Optimal investment with undiversifiable income risk
Duffie, Darrell
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 135-148
Persistent link: https://www.econbiz.de/10001333349
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6
Step options
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
9
(
1999
)
1
,
pp. 55-96
Persistent link: https://www.econbiz.de/10001363486
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7
Optimal consumption-portfolio policies with habit formation
Detemple, Jérôme B.
- In:
Mathematical finance : an international journal of …
2
(
1992
)
4
,
pp. 251-274
Persistent link: https://www.econbiz.de/10001143972
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8
Tax arbitrage, existence of equilibrium, and bounded tax rebates
Jones, Chris
- In:
Mathematical finance : an international journal of …
2
(
1992
)
3
,
pp. 189-196
Persistent link: https://www.econbiz.de/10001143992
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9
Hedging and portfolio optimization under transaction costs : a martingale approach
Cvitanić, Jakša
- In:
Mathematical finance : an international journal of …
6
(
1996
)
2
,
pp. 133-165
Persistent link: https://www.econbiz.de/10001201641
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10
Minimizing transaction costs of option hedging strategies
Grannan, E. R.
- In:
Mathematical finance : an international journal of …
6
(
1996
)
4
,
pp. 341-364
Persistent link: https://www.econbiz.de/10001208937
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